Tuesday, June 06, 2006

There was a lot of red on the screens today. Lumber, Cotton, Coffee were all down (good - we are short) as was Silver, Copper and Gold (bad - we are long). Bonds were up and Heating oil eked out a small gain, despite the fact that Crude was off. I guess you'd call it a mixed day.

Our TNR model was calling for a reversion day in both contracts... we were stopped out of our ES long on the morning dip, but our NQ trades did reasonably well. Net losses on the day were a total of -$130. Tomorrow we are calling for a Neutral day in NQ and a reversion day in ES.

Our open positions:

Contract ctrcts Open P/L days on
Contract ctrcts Open P/L days on





@US.P 0 $0 0 @NG.P 0 $0 0
@TY.P -2 -$1,263 29
@KC.P 0 $794 5
@FV.P -4 $5,238 86 @SB.P 3 $0 0
@EC.P 0 $0 0 @CT.P 0 $3,025 38
@JY.P 0 $0 0
@GC.P 3 $29,790 185
@CD.P 3 $4,900 33 @SI.P 1 $13,735 136
@C.P 0 $0 0 @HG.P 2 $74,475 253
@W.P 0 $0 0
@LB.P 0 $2,253 11
@S.P 0 $0 0 @ES 2 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 1 $2,706 39 @NQ 0 $0 0











Total Open Trades
$135,653




Total Closed Trades -$31,290




Total

$104,363



Good luck, and have a great evening!

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